Limiting Behaviour of Sums and the Term of Maximum Modulus

DOI10.1112/PLMS/S3-49.3.385MaRDI QIDQ3038293zbMATHOpenAlexFDO

Authors Ross A. Maller, Sidney I. Resnick

Publication date 1984

Published in Proceedings of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/plms/s3-49.3.385

zbMATH Keywords

extreme valuesregular variationorder statisticsmaximarecord valuestrimmed sums

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cited in

(18)

• The joint distribution of the sum and maximum of dependent Pareto risks
• When does the mean excess plot look linear?
• The joint distribution of the sum and the maximum of IID exponential random variables
• ON LÉVY STABLE AND SEMISTABLE DISTRIBUTIONS
• Non-central limit theorems for random selections
• Asymptotics for ratios with applications to reinsurance
• On limiting behavior of sums and maxima when tails are slowly varying
• Distributional representations and dominance of a Lévy process over its maximal jump processes
• Extremes of censored and uncensored lifetimes in survival data
• Ratios of ordered points of point processes with regularly varying intensity measures
• Iterated logarithm results for rapidly growing random walk
• Quantifying closeness of distributions of sums and maxima when tails are fat
• The impact of competition on prices with numerous firms
• Record-breaking data: a parametric comparison of the inverse-sampling and the random-sampling schemes
• On the maximal distance between two renewal epochs
• Limit theorems for mixed max-sum processes with renewal stopping
• The contribution of the maximum to the sum of excesses for testing max-domains of attraction
• Bootstrapping the Student \(t\)-statistic

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